A wavelet method for panel models with jump discontinuities in the parameters (Q2074601)
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scientific article; zbMATH DE number 7471877
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| English | A wavelet method for panel models with jump discontinuities in the parameters |
scientific article; zbMATH DE number 7471877 |
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A wavelet method for panel models with jump discontinuities in the parameters (English)
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10 February 2022
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Haar wavelets
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adaptive Lasso
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panel data
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structural change
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penalized IV
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algorithmic trading
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market efficiency
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